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authorJohn Wiegley <johnw@newartisans.com>2012-04-26 16:39:25 -0500
committerJohn Wiegley <johnw@newartisans.com>2012-04-26 16:39:25 -0500
commit64a9b42381c26baf24e58b40f50f0b253e551811 (patch)
tree5447a29dff64c3a8b7be8100a01bcb4a2d73b0bb /src/history.h
parent7cc550fc22357e2ded194d3e65287c6b3317f5ae (diff)
parentb4407c10c0071365322b2963747bf42a57fd7304 (diff)
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Merge branch 'release/v3.0.0-20120426'
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+/*
+ * Copyright (c) 2003-2012, John Wiegley. All rights reserved.
+ *
+ * Redistribution and use in source and binary forms, with or without
+ * modification, are permitted provided that the following conditions are
+ * met:
+ *
+ * - Redistributions of source code must retain the above copyright
+ * notice, this list of conditions and the following disclaimer.
+ *
+ * - Redistributions in binary form must reproduce the above copyright
+ * notice, this list of conditions and the following disclaimer in the
+ * documentation and/or other materials provided with the distribution.
+ *
+ * - Neither the name of New Artisans LLC nor the names of its
+ * contributors may be used to endorse or promote products derived from
+ * this software without specific prior written permission.
+ *
+ * THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS
+ * "AS IS" AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT
+ * LIMITED TO, THE IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR
+ * A PARTICULAR PURPOSE ARE DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT
+ * OWNER OR CONTRIBUTORS BE LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL,
+ * SPECIAL, EXEMPLARY, OR CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT
+ * LIMITED TO, PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES; LOSS OF USE,
+ * DATA, OR PROFITS; OR BUSINESS INTERRUPTION) HOWEVER CAUSED AND ON ANY
+ * THEORY OF LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY, OR TORT
+ * (INCLUDING NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT OF THE USE
+ * OF THIS SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE.
+ */
+
+/**
+ * @addtogroup math
+ */
+
+/**
+ * @file history.h
+ * @author John Wiegley
+ *
+ * @ingroup math
+ *
+ * @brief Types for managing commodity historys
+ *
+ * Long.
+ */
+#ifndef _HISTORY_H
+#define _HISTORY_H
+
+#include "amount.h"
+#include "commodity.h"
+
+namespace boost {
+ enum edge_price_point_t { edge_price_point };
+ enum edge_price_ratio_t { edge_price_ratio };
+ BOOST_INSTALL_PROPERTY(edge, price_point);
+ BOOST_INSTALL_PROPERTY(edge, price_ratio);
+}
+
+namespace ledger {
+
+typedef std::map<datetime_t, amount_t> price_map_t;
+
+class commodity_history_t : public noncopyable
+{
+public:
+ typedef adjacency_list
+ <vecS, // Store all edges in a vector
+ vecS, // Store all vertices in a vector
+ undirectedS, // Relations are both ways
+
+ // All vertices are commodities
+ property<vertex_name_t, const commodity_t *,
+ property<vertex_index_t, std::size_t> >,
+
+ // All edges are weights computed as the absolute difference between
+ // the reference time of a search and a known price point. A
+ // filtered_graph is used to select the recent price point to the
+ // reference time before performing the search.
+ property<edge_weight_t, long,
+ property<edge_price_ratio_t, price_map_t,
+ property<edge_price_point_t, price_point_t> > >,
+
+ // Graph itself has a std::string name
+ property<graph_name_t, std::string>
+ > Graph;
+
+ Graph price_graph;
+
+ typedef graph_traits<Graph>::vertex_descriptor vertex_descriptor;
+ typedef graph_traits<Graph>::edge_descriptor edge_descriptor;
+
+ typedef property_map<Graph, vertex_name_t>::type NameMap;
+ typedef property_map<Graph, edge_weight_t>::type EdgeWeightMap;
+ typedef property_map<Graph, edge_price_point_t>::type PricePointMap;
+ typedef property_map<Graph, edge_price_ratio_t>::type PriceRatioMap;
+
+ PricePointMap pricemap;
+ PriceRatioMap ratiomap;
+
+ commodity_history_t()
+ : pricemap(get(edge_price_point, price_graph)),
+ ratiomap(get(edge_price_ratio, price_graph)) {}
+
+ void add_commodity(commodity_t& comm);
+
+ void add_price(const commodity_t& source,
+ const datetime_t& when,
+ const amount_t& price);
+ void remove_price(const commodity_t& source,
+ const commodity_t& target,
+ const datetime_t& date);
+
+ void map_prices(function<void(datetime_t, const amount_t&)> fn,
+ const commodity_t& source,
+ const datetime_t& moment,
+ const datetime_t& _oldest = datetime_t(),
+ bool bidirectionally = false);
+
+ optional<price_point_t>
+ find_price(const commodity_t& source,
+ const datetime_t& moment,
+ const datetime_t& oldest = datetime_t());
+
+ optional<price_point_t>
+ find_price(const commodity_t& source,
+ const commodity_t& target,
+ const datetime_t& moment,
+ const datetime_t& oldest = datetime_t());
+
+ void print_map(std::ostream& out, const datetime_t& moment = datetime_t());
+};
+
+} // namespace ledger
+
+#endif // _HISTORY_H